"Hemoglobin, the main oxygen-carrying molecule in red blood cells, carries both oxygen and carbon dioxide. However, the CO2 bound to hemoglobin does not bind to the same site as oxygen. Instead, it combines with the N-terminal groups on the four globin chains." http://en.wikipedia.org/wiki/Carbon_dioxide
I don't have my physio text on me, but I am almost certain Costanzo agrees (binds to N-termini of both alpha and beta chains).